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JNJ (Johnson & Johnson) 3-Year Sharpe Ratio : -0.49 (As of Jul. 12, 2025)


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What is Johnson & Johnson 3-Year Sharpe Ratio?

The 3-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past three years. As of today (2025-07-12), Johnson & Johnson's 3-Year Sharpe Ratio is -0.49.


Competitive Comparison of Johnson & Johnson's 3-Year Sharpe Ratio

For the Drug Manufacturers - General subindustry, Johnson & Johnson's 3-Year Sharpe Ratio, along with its competitors' market caps and 3-Year Sharpe Ratio data, can be viewed below:

* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.


Johnson & Johnson's 3-Year Sharpe Ratio Distribution in the Drug Manufacturers Industry

For the Drug Manufacturers industry and Healthcare sector, Johnson & Johnson's 3-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where Johnson & Johnson's 3-Year Sharpe Ratio falls into.


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Johnson & Johnson 3-Year Sharpe Ratio Calculation

The 3-Year Sharpe Ratio measures the performance of an investment such as a stock or portfolio compared to a risk-free asset in the last three years. A stock / portfolio's 3-Year Sharpe Ratio can be calculated by dividing the difference between the three-year average monthly returns of the investment and the risk-free rate, by the standard deviation of the investment returns over the past three years.


Johnson & Johnson  (NYSE:JNJ) 3-Year Sharpe Ratio Explanation

The 3-Year Sharpe Ratio inidicates the risk-adjusted return of an investment over the past three years. It is calculated as the annualized result of the average three-year monthly excess returns divided by its standard deviation in the three-year period. The monthly excess return is the monthly investment return minus the monthly risk-free rate (typically the 10-year Treasury Constant Maturity Rate). If the risk-free rate for a specific region is not available, U.S. data is used by default.

The greater a portfolio's Sharpe Ratio, the better its risk-adjusted performance. A negative Sharpe Ratio means the risk-free rate is greater than the portfolio’s historical or projected return, or else the portfolio's return is expected to be negative.


Johnson & Johnson 3-Year Sharpe Ratio Related Terms

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Johnson & Johnson Business Description

Address
One Johnson & Johnson Plaza, New Brunswick, NJ, USA, 08933
Johnson & Johnson is the world's largest and most diverse healthcare firm. It has two divisions: pharmaceutical and medical devices. These now represent all of the company's sales following the divestment of the consumer business, Kenvue, in 2023. The drug division focuses on the following therapeutic areas: immunology, oncology, neurology, pulmonary, cardiology, and metabolic diseases. Geographically, just over half of total revenue is generated in the United States.
Executives
Robert J Decker officer: Controller, CAO ONE JOHNSON & JOHNSON PLAZA, NEW BRUNSWICK NJ 08933
Timothy Schmid officer: EVP, WW Chair, MedTech ONE JOHNSON & JOHNSON PLAZA, NEW BRUNSWICK NJ 08933
Joseph J Wolk officer: Exec VP, CFO JOHNSON & JOHNSON, ONE JOHNSON & JOHNSON PLAZA, NEW BRUNSWICK NJ 08933
Mark A Weinberger director METLIFE, INC., 200 PARK AVENUE, NEW YORK NY 10166
Vanessa Broadhurst officer: EVP, Global Corp Aff. ONE JOHNSON & JOHNSON PLAZA, NEW BRUNSWICK NJ 08933
Jennifer L Taubert officer: EVP, WW Chair, Pharmaceuticals JOHNSON & JOHNSON, ONE JOHNSON & JOHNSON PLAZA, NEW BRUNSWICK NJ 08933
William Hait officer: See Remarks ONE JOHNSON & JOHNSON PLAZA, NEW BRUNSWICK NJ 08933
Peter Fasolo officer: VP, Worldwide Human Resources JOHNSON & JOHNSON, ONE JOHNSON & JOHNSON PLAZA, NEW BRUNSWICK NJ 08933
Kathryn E Wengel officer: EVP, Chief GSC Officer JOHNSON & JOHNSON, ONE JOHNSON & JOHNSON PLAZA, NEW BRUNSWICK NJ 08933
John C Reed officer: EVP, Pharmaceuticals R&D ONE JOHNSON & JOHNSON PLAZA, WHQ 2134, NEW BRUNSWICK NJ 08933
James D. Swanson officer: EVP, Chief Information Officer ONE JOHNSON & JOHNSON PLAZA, NEW BRUNSWICK NJ 08933
Paula A Johnson director 22 CHERRY HILL DRIVE, DANVERS MA 01923
Ashley Mcevoy officer: EVP, WW Chair, Medical Devices JOHNSON & JOHNSON, ONE JOHNSON & JOHNSON PLAZA, NEW BRUNSWICK NJ 08933
Thibaut Mongon officer: Exec VP, WW Chair, Consumer JOHNSON & JOHNSON, ONE JOHNSON & JOHNSON PLAZA, NEW BRUNSWICK NJ 08933
Elizabeth Forminard officer: Executive VP, General Counsel ONE JOHNSON & JOHNSON PLAZA, NEW BRUNSWICK NJ 08933